+536.9%
MSTR vs XME
+274.0%
+262.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -14.2% | +1.5% | -15.7% | -15.3% |
| 30D | -19.9% | -7.3% | -12.6% | -15.0% |
| 3M | +27.3% | -17.4% | +44.8% | +47.6% |
| 6M | -37.6% | -21.8% | -15.7% | -25.1% |
| YTD | -19.5% | -6.0% | -13.5% | -16.2% |
| 1Y | -47.1% | +3.8% | -50.9% | -49.1% |
| 3Y | +140.3% | +100.0% | +40.3% | +43.6% |
| 5Y | +49.5% | +116.1% | -66.6% | -8.2% |
| All | +536.9% | +274.0% | +262.9% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling